Developer Hub & REST API Specification
Programmatically query mathematical liquidation clusters, Cumulative Volume Delta (CVD) models, High Timeframe levels, and trajectory forecasting patterns to power your automated algorithmic bots and trading strategies.
๐ ๏ธ API Request Standards
All API queries are served over SSL. There are two things a token changes, and they are separate: any accountโ including a free one โ unlocks the quant payload (ict, htf, prediction, cvd_markers), while a Pro API Access plan removes the 24-hour delay and raises the rate limit to 300 req/min. Without any token you still get candles and the magnet band, on the delay.
Authorization: Bearer sl_api_your_token_here
?api_token=sl_api_your_token_hereโก GET /v1/liquidity
Fetch real-time computed liquidation pools, ICT gaps, daily/weekly key support resistance points, and trajectory path forecasts.
| Parameter | Type | Required | Description |
|---|---|---|---|
| symbol | string | YES | Ticker symbol to analyze (e.g. BTCUSD, EURUSD, AAPL, SOLUSD). |
| interval | integer | NO | Timeframe mapping: 5 (5m), 15 (15m), 30 (30m), 60 (1h, default), 240 (4h), 1440 (Daily). |
| only_candles | boolean | NO | Return only lightweight candle data with active upper/lower liquidity boundary prices (disables ICT metrics). |
locked โ no token, no quant payload ict, htf, prediction and cvd_markers keys are omitted and a locked object names what is missing. There is deliberately no 401, so check for lockedrather than a status code.is_delayed and is_premium on every response, or keep trading on day-old candles without noticing.๐ Data Schema & Glossary
The API delivers a rich payload structure that feeds directly into quantitative engines. Here is the mathematical explanation of each returned model field:
data[] also carries time, open/high/low/close, volume, delta, vol_flag, whale, whale_value and vwap with its upper and lower bands. type (bullish/bearish), top, bottom, time, mitigated, mitigated_time.type (support/resistance), price, time, mitigated, mitigated_time, swept_by_spread, and liquidations[]โ the forced-exit ladder as { price, level }, where level 0 is the tightest band. fvgs[] and obs[] in exactly the same shape as their intraday counterparts above. historical and future are { time, value } series; historical_pathsholds past projections for backtesting, each point carrying its origin_timeso you can replay what the model said at the time. This is a geometric projection, not a forecast โ see our measured accuracy.{ time, type }, where type is bullish_div or bearish_div. Per-candle delta itself is on data[].delta.is_delayed is true whenever the response is on the free 24-hour delay, with delay_hours alongside it.